For github wikis, the mediawiki-style links (e.g. [[link text|page name]] have a couple of advantages. First, the links show up in red text when the target page name doesn't exist, making it easy to see which pages you've created and which you haven't. Second, they are location-independent, since they reference the page name instead of its location.
However, MarkdownPad doesn't show these as links in the live preview, and more troublesome, if these links appear inside a table, the live preview gets all confused (probably due to the vertical bar character).